PREVIEW / futures_5min / 2008-11-24

all futures 5-min files

  file:    by_date/futures_5min/2008/2008-11-24.parquet
  size:    222 KB
  rows:    10,423

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2008-11-24 00:00:00	ES	Futures	760.59	761.78	760.12	760.59	1003.0
2008-11-24 00:05:00	ES	Futures	760.59	760.59	759.65	760.12	750.0
2008-11-24 00:10:00	ES	Futures	760.12	760.59	759.65	760.12	547.0
2008-11-24 00:15:00	ES	Futures	759.88	761.54	759.17	760.83	1122.0
2008-11-24 00:20:00	ES	Futures	761.07	762.01	759.41	761.07	586.0
2008-11-24 00:25:00	ES	Futures	761.07	761.78	760.12	761.78	238.0
2008-11-24 00:30:00	ES	Futures	761.54	763.67	760.83	762.49	513.0
2008-11-24 00:35:00	ES	Futures	762.25	762.96	760.83	761.07	176.0
2008-11-24 00:40:00	ES	Futures	761.07	762.96	760.83	761.07	322.0
2008-11-24 00:45:00	ES	Futures	761.07	761.3	758.94	758.94	737.0
2008-11-24 00:50:00	ES	Futures	758.94	760.59	758.7	760.36	702.0
2008-11-24 00:55:00	ES	Futures	760.36	760.36	759.17	759.88	108.0
2008-11-24 01:00:00	ES	Futures	760.12	762.01	759.88	761.07	441.0
2008-11-24 01:05:00	ES	Futures	761.07	761.3	759.65	760.59	278.0
2008-11-24 01:10:00	ES	Futures	760.59	761.07	758.7	758.94	332.0
2008-11-24 01:15:00	ES	Futures	758.94	760.83	758.94	760.59	311.0
2008-11-24 01:20:00	ES	Futures	760.36	761.54	760.12	760.59	162.0
2008-11-24 01:25:00	ES	Futures	760.59	761.07	759.17	760.12	235.0
2008-11-24 01:30:00	ES	Futures	760.12	760.59	758.7	758.7	293.0
2008-11-24 01:35:00	ES	Futures	758.94	760.36	758.94	759.65	202.0
2008-11-24 01:40:00	ES	Futures	760.12	760.12	758.7	758.94	375.0
2008-11-24 01:45:00	ES	Futures	759.17	762.72	758.46	762.25	1062.0
2008-11-24 01:50:00	ES	Futures	762.25	762.49	759.88	761.54	533.0
2008-11-24 01:55:00	ES	Futures	761.54	763.2	760.83	762.96	512.0
2008-11-24 02:00:00	ES	Futures	762.49	762.49	758.46	758.46	3056.0
2008-11-24 02:05:00	ES	Futures	758.46	758.7	755.86	758.23	1830.0
2008-11-24 02:10:00	ES	Futures	757.75	757.75	755.15	755.15	730.0
2008-11-24 02:15:00	ES	Futures	755.39	755.39	752.31	753.73	1774.0
2008-11-24 02:20:00	ES	Futures	753.26	756.57	753.26	754.91	766.0
2008-11-24 02:25:00	ES	Futures	755.15	757.75	753.73	757.75	463.0
2008-11-24 02:30:00	ES	Futures	757.75	758.94	755.15	755.15	998.0
2008-11-24 02:35:00	ES	Futures	754.91	754.91	752.31	752.78	1038.0
2008-11-24 02:40:00	ES	Futures	752.55	755.15	752.07	753.97	935.0
2008-11-24 02:45:00	ES	Futures	754.2	755.62	750.89	752.07	1352.0
2008-11-24 02:50:00	ES	Futures	752.07	753.26	751.36	751.6	1767.0
2008-11-24 02:55:00	ES	Futures	751.6	752.55	749.71	751.13	2824.0
2008-11-24 03:00:00	ES	Futures	751.13	751.6	745.68	746.39	5363.0
2008-11-24 03:05:00	ES	Futures	746.39	748.52	744.03	745.92	4597.0
2008-11-24 03:10:00	ES	Futures	746.16	747.58	745.21	747.58	3307.0
2008-11-24 03:15:00	ES	Futures	747.34	749.47	746.16	746.87	3039.0
2008-11-24 03:20:00	ES	Futures	746.63	748.05	744.97	745.45	1940.0
2008-11-24 03:25:00	ES	Futures	745.45	746.87	744.74	746.16	1689.0
2008-11-24 03:30:00	ES	Futures	745.92	747.34	741.9	743.32	4159.0
2008-11-24 03:35:00	ES	Futures	743.08	743.32	741.42	742.61	2222.0
2008-11-24 03:40:00	ES	Futures	742.61	745.21	742.13	745.21	1250.0
2008-11-24 03:45:00	ES	Futures	744.97	748.05	744.5	747.58	1549.0
2008-11-24 03:50:00	ES	Futures	747.58	749.71	746.39	749.71	2282.0
2008-11-24 03:55:00	ES	Futures	749.71	750.18	748.52	749.0	1914.0
2008-11-24 04:00:00	ES	Futures	749.23	751.6	748.76	751.13	3346.0
2008-11-24 04:05:00	ES	Futures	751.13	752.31	750.65	752.07	1953.0

> showing 50 of 10,423 rows — these rows as CSV

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